+52.5%
SOXX vs DBX
+22.5%
+30.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.3% | -6.4% | -2.2% |
| 7D | -13.7% | -1.1% | -12.6% | -13.9% |
| 30D | -23.6% | +5.0% | -28.6% | -22.4% |
| 3M | -16.9% | +4.6% | -21.5% | -15.4% |
| 6M | -2.4% | +43.9% | -46.4% | +6.3% |
| YTD | +49.8% | +29.9% | +20.0% | +60.7% |
| 1Y | +52.5% | +24.6% | +27.9% | +63.4% |
| All | +52.5% | +22.5% | +30.0% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling